-79.7%
AMIX vs OMC
+9.8%
-89.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | +1.1% |
| 7D | -13.7% | -6.4% | -7.3% | -6.5% |
| 30D | -62.1% | +1.1% | -63.2% | -63.3% |
| 3M | -46.2% | +10.4% | -56.6% | -50.4% |
| 6M | -46.4% | -1.7% | -44.7% | -49.4% |
| YTD | -60.3% | +4.4% | -64.7% | -63.5% |
| 1Y | -79.7% | +8.4% | -88.1% | -81.4% |
| All | -79.7% | +9.8% | -89.4% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling